An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some … practical guidelines are provided. -- Panel data ; Measurement error ; ARMA model ; GMM ; Signal-noise ratio ; Error memory ; IV …

measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors … inference using the level version of the equation seems superior to inference based on the equation in differences. -- Panel …

This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional …

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …

-classical growth model and panel estimation; including the “between” estimator. The main difference of the divergence panels from the r …

This paper introduces a panel GMM framework for identifying and estimating demand elasticities via heteroscedasticity …. While existing panel estimators address the simultaneity problem, the state-ofthe-art Feenstra/Soderbery (F/S) estimator …

the PCA scores are used as instruments for the panel generalized method-of-moments (GMM) estimation. This strategy is …